+1,527.5%
META vs EWZ
+39.3%
+1,488.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +6.7% | +6.5% | +0.2% | +4.8% |
| 30D | +4.8% | +4.8% | -0.1% | +3.3% |
| 3M | -1.6% | +9.9% | -11.5% | -4.4% |
| 6M | -7.5% | +1.9% | -9.4% | -8.3% |
| YTD | -6.4% | +20.3% | -26.7% | -11.7% |
| 1Y | -17.3% | +35.6% | -53.0% | -24.8% |
| 3Y | +109.9% | +43.4% | +66.5% | +86.0% |
| 5Y | +65.4% | +55.9% | +9.4% | +39.7% |
| 10Y | +391.8% | +84.2% | +307.7% | +274.7% |
| All | +1,527.5% | +39.3% | +1,488.2% | +1,162.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EWZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling